Title: | The law of a stochastic integral with two independent fractional Brownian motions |
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Author: | Bardina i Simorra, Xavier; Tudor, Ciprian A. |
Abstract: | |
Subject(s): | -Stochastic integral -Fractional Brownian motion -Characteristic function |
Rights: | open access
Tots els drets reservats. https://rightsstatements.org/vocab/InC/1.0/ |
Document type: | Article |
Published by: | |
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Uri: | https://ddd.uab.cat/record/273321 |